ORF523: The complexities of optimization

This page collects together the posts for the graduate course on optimization I taught at Princeton in the Spring 2013. This material has been reorganized (some parts have been cut, some have been extended) into a monograph which got recently published “Foundations and Trends in Machine Learning, Vol. 8: No. 3-4, pp 231-357, 2015” (see here for the free version):